Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47393.51 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45995.49 Kr¶

PnL: ---------------------------------------> -893.08 Kr¶

DD now: ---------------------------------> -2.542 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:47:28.201692'

Anic Portfolio¶

Today¶

Return: -0.281 %¶

This Week¶

Return: -0.281 %¶

Total¶

Return: 55.154 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.870000 2758.000000 122.000000 4.630000 2636.000010
FM Mattsson Mora Group B 50 -3.660000 3025.000000 98.000000 3.350000 2927.000000
HMS Networks 2 -1.950000 764.800000 91.800000 13.640000 673.000000
Nordea Bank Abp 29 0.260000 3524.080000 70.080000 2.030000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -3.720000 393.200000 38.200000 10.760000 355.000000
Resurs Holding 22 -0.970000 604.120000 30.120000 5.250000 573.999998
SAAB B 8 -0.400000 3406.400000 29.400000 0.870000 3377.000000
AcadeMedia 12 1.080000 585.600000 28.600000 5.130000 557.000004
Swedbank A 3 -0.360000 587.250000 23.250000 4.120000 564.000000
OEM International B 7 0.510000 550.200000 22.200000 4.200000 527.999997
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Intrum 4 -1.060000 542.200000 15.200000 2.880000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Corem Property Group B 59 -3.750000 590.590000 13.590000 2.360000 576.999999
Securitas B 6 -0.900000 582.720000 12.720000 2.230000 570.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.240000 251.280000 5.280000 2.150000 246.000000
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Coor Service Management Hold. 8 -1.550000 532.400000 0.400000 0.080000 532.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.420000 538.000000 -8.000000 -1.470000 546.000000
Boozt 12 -1.510000 1645.200000 -8.800000 -0.530000 1653.999996
Midsona B 63 -0.110000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -1.020000 504.400000 -29.600000 -5.540000 533.999999
International Petroleum Corp. 5 -1.830000 563.500000 -31.070000 -5.230000 594.565215
Essity B 2 1.090000 540.200000 -33.800000 -5.890000 574.000000
Vivesto 1368 1.230000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 0.740000 1082.000000 -67.000000 -5.830000 1149.000000
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 2.620000 2854.800000 -116.200000 -3.910000 2971.000006
Fasadgruppen Group 35 0.000000 3689.000000 -122.000000 -3.200000 3810.999990
OX2 18 0.560000 1453.500000 -210.500000 -12.650000 1663.999992
Axfood 13 1.420000 3516.500000 -239.500000 -6.380000 3756.000001
Ovzon 52 0.370000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45995.490000 -893.080000 -2.54243% 46888.564618

Updated:¶

'2023-01-30 09:47:41.188481'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶